Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47526.72 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46128.73 Kr¶

PnL: ---------------------------------------> -759.84 Kr¶

DD now: ---------------------------------> -2.269 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:06:04.937952'

Anic Portfolio¶

Today¶

Return: 0.458 %¶

This Week¶

Return: -0.806 %¶

Total¶

Return: 55.59 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.320000 3120.000000 193.000000 6.590000 2927.000000
HEBA B 70 0.760000 2793.000000 157.000000 5.960000 2636.000010
HMS Networks 2 -0.760000 784.800000 111.800000 16.610000 673.000000
Nordea Bank Abp 29 0.820000 3511.900000 57.900000 1.680000 3453.999992
SAAB B 8 -0.460000 3427.200000 50.200000 1.490000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 3.590000 403.800000 48.800000 13.750000 355.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 2.670000 609.620000 35.620000 6.210000 573.999998
Corem Property Group B 59 1.280000 606.520000 29.520000 5.120000 576.999999
Boozt 12 0.430000 1678.800000 24.800000 1.500000 1653.999996
Swedbank A 3 2.160000 588.300000 24.300000 4.310000 564.000000
AcadeMedia 12 0.250000 580.080000 23.080000 4.140000 557.000004
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Intrum 4 -0.040000 544.600000 17.600000 3.340000 527.000000
Securitas B 6 1.620000 585.480000 15.480000 2.720000 570.000000
Eastnine 4 0.160000 504.800000 13.800000 2.810000 491.000000
Norva24 Group 16 -0.170000 552.960000 9.960000 1.830000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.020000 254.160000 8.160000 3.320000 246.000000
Coor Service Management Hold. 8 0.450000 538.000000 6.000000 1.130000 532.000000
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Fastighetsbolag. Emilshus Pref 21 -1.460000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.320000 541.750000 -4.250000 -0.780000 546.000000
International Petroleum Corp. 5 4.440000 576.500000 -18.070000 -3.040000 594.565215
Midsona B 63 -0.890000 563.220000 -19.780000 -3.390000 582.999984
CTEK 13 -3.970000 509.600000 -24.400000 -4.570000 533.999999
Essity B 2 -2.110000 537.600000 -36.400000 -6.340000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -2.000000 1076.000000 -73.000000 -6.350000 1149.000000
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 2.330000 3696.000000 -115.000000 -3.020000 3810.999990
Beijer Electronics Group 26 0.560000 2818.400000 -152.600000 -5.140000 2971.000006
OX2 18 1.780000 1443.600000 -220.400000 -13.250000 1663.999992
Axfood 13 0.260000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46128.730000 -759.840000 -2.2685% 46888.564618

Updated:¶

'2023-01-27 16:06:18.029775'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶